CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 6050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 6.19
Theta: -3.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 120.2 | 2.00 | 26.64 | 251.49 | -665 | 2,950 | |||
| 19 Dec | 0.00 | 118.2 | -31.70 | 26.29 | 330.95 | 2,112 | 3,774 | |||
| 18 Dec | 0.00 | 149.9 | 20.70 | 26.42 | 256.11 | -178 | 1,638 | |||
| 17 Dec | 0.00 | 129.2 | -45.20 | 27.25 | 191.33 | 1,127 | 2,099 | |||
| 16 Dec | 0.00 | 174.4 | -27.00 | 28.54 | 131.66 | 1,097 | 1,229 | |||
| 13 Dec | 0.00 | 201.4 | 27.80 | 29.47 | 6.23 | 11 | 140 | |||
| 12 Dec | 0.00 | 173.6 | 173.60 | 28.51 | 2.41 | 127 | 127 | |||
| 11 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 2 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil - strike price 6050 expiring on 15JAN2025
Delta for 6050 CE is 0.41
Historical price for 6050 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 120.2, which was 2.00 higher than the previous day. The implied volatity was 26.64, the open interest changed by -665 which decreased total open position to 2950
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 118.2, which was -31.70 lower than the previous day. The implied volatity was 26.29, the open interest changed by 2112 which increased total open position to 3774
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 149.9, which was 20.70 higher than the previous day. The implied volatity was 26.42, the open interest changed by -178 which decreased total open position to 1638
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 129.2, which was -45.20 lower than the previous day. The implied volatity was 27.25, the open interest changed by 1127 which increased total open position to 2099
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 174.4, which was -27.00 lower than the previous day. The implied volatity was 28.54, the open interest changed by 1097 which increased total open position to 1229
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 201.4, which was 27.80 higher than the previous day. The implied volatity was 29.47, the open interest changed by 11 which increased total open position to 140
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 173.6, which was 173.60 higher than the previous day. The implied volatity was 28.51, the open interest changed by 127 which increased total open position to 127
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| CRUDEOIL 15JAN2025 6050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 6.20
Theta: -3.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 236.3 | -4.60 | 27.14 | 33.5 | 60 | 762 |
| 19 Dec | 0.00 | 240.9 | 35.30 | 26.72 | 156.82 | -579 | 723 |
| 18 Dec | 0.00 | 205.6 | -47.80 | 26.37 | 135.83 | 1,298 | 1,604 |
| 17 Dec | 0.00 | 253.4 | 30.20 | 27.43 | 54.31 | -186 | 332 |
| 16 Dec | 0.00 | 223.2 | -13.40 | 28.66 | 29.88 | 411 | 532 |
| 13 Dec | 0.00 | 236.6 | -35.20 | 30.74 | 1.55 | 109 | 115 |
| 12 Dec | 0.00 | 271.8 | 271.80 | 31.57 | 0.08 | 6 | 6 |
| 11 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Crude Oil - strike price 6050 expiring on 15JAN2025
Delta for 6050 PE is -0.59
Historical price for 6050 PE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 236.3, which was -4.60 lower than the previous day. The implied volatity was 27.14, the open interest changed by 60 which increased total open position to 762
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 240.9, which was 35.30 higher than the previous day. The implied volatity was 26.72, the open interest changed by -579 which decreased total open position to 723
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 205.6, which was -47.80 lower than the previous day. The implied volatity was 26.37, the open interest changed by 1298 which increased total open position to 1604
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 253.4, which was 30.20 higher than the previous day. The implied volatity was 27.43, the open interest changed by -186 which decreased total open position to 332
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 223.2, which was -13.40 lower than the previous day. The implied volatity was 28.66, the open interest changed by 411 which increased total open position to 532
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 236.6, which was -35.20 lower than the previous day. The implied volatity was 30.74, the open interest changed by 109 which increased total open position to 115
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 271.8, which was 271.80 higher than the previous day. The implied volatity was 31.57, the open interest changed by 6 which increased total open position to 6
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
